Data-driven estimation in equilibrium using inverse optimization

Dimitris Bertsimas, Vishal Gupta, Ioannis Ch. Paschalidis. Data-driven estimation in equilibrium using inverse optimization. Math. Program., 153(2):595-633, 2015. [doi]

Authors

Dimitris Bertsimas

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Vishal Gupta

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Ioannis Ch. Paschalidis

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